+330.2%
RCL vs DE
+768.7%
-438.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.9% | -2.1% | -2.7% |
| 7D | -0.2% | +2.3% | -2.6% | -1.7% |
| 30D | +14.4% | +4.4% | +10.0% | +11.1% |
| 3M | +5.2% | +9.8% | -4.6% | -2.9% |
| 6M | +26.1% | +15.8% | +10.4% | +11.3% |
| YTD | +17.4% | +47.0% | -29.6% | -14.7% |
| 1Y | +24.7% | +42.8% | -18.1% | -7.6% |
| 3Y | +250.9% | +88.9% | +162.0% | +101.9% |
| 5Y | +293.8% | +101.9% | +192.0% | +107.4% |
| All | +330.2% | +768.7% | -438.5% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling